Anic Equity¶

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Total return since start: 0.606 %¶

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Equity now: -----------------------------> 49046.67 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41425.25 Kr¶

PnL: ---------------------------------------> -70.03 Kr¶

DD now: ---------------------------------> -7.669 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 10:00:00.494470'

Anic Portfolio¶

Today¶

Return: -0.52 %¶

This Week¶

Return: -0.52 %¶

Total portfolio value¶

Return including deposits: 60.566 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.100000 1668.240000 200.700000 13.680000 1467.540000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
JM 6 1.390000 874.200000 12.000000 1.390000 862.200000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
Byggmax Group 33 0.480000 958.980000 4.620000 0.480000 954.360000
Sagax B 4 0.230000 854.000000 2.000000 0.230000 852.000000
Atrium Ljungberg B 5 0.210000 935.000000 2.000000 0.210000 933.000000
AcadeMedia 8 0.000000 402.800000 1.600000 0.400000 401.200000
EQT 4 0.100000 830.400000 0.800000 0.100000 829.600000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
Orrön Energy 180 -0.130000 2037.600000 0.000000 0.000000 2037.600000
Clas Ohlson B 12 -0.060000 970.200000 -0.600000 -0.060000 970.800000
Catena 2 -0.150000 788.400000 -1.200000 -0.150000 789.600000
ASSA ABLOY B 3 -0.190000 775.500000 -1.500000 -0.190000 777.000000
Hoist Finance 35 -0.180000 976.500000 -1.750000 -0.180000 978.250000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
Bilia A 8 -0.440000 895.200000 -2.400000 -0.270000 897.600000
Gränges 9 -0.290000 923.400000 -2.700000 -0.290000 926.100000
Sagax A 4 -1.400000 848.000000 -4.000000 -0.470000 852.000000
Hexatronic Group 12 -0.850000 956.400000 -8.160000 -0.850000 964.560000
OX2 13 -1.030000 937.950000 -9.750000 -1.030000 947.700000
Alimak Group 11 -1.190000 915.200000 -11.000000 -1.190000 926.200000
Nordic Waterproofing Holding 7 -1.160000 953.400000 -11.200000 -1.160000 964.600000
Addnode Group B 11 -2.160000 898.700000 -19.800000 -2.160000 918.500000
BHG Group 97 -1.470000 1434.630000 -20.370000 -1.400000 1455.000000
Latour B 4 -2.850000 830.800000 -24.400000 -2.850000 855.200000
Indutrade 5 -2.100000 1189.000000 -25.500000 -2.100000 1214.500000
Hexagon B 26 -0.750000 3425.500000 -26.000000 -0.750000 3451.500000
Bufab 3 -2.600000 1077.600000 -28.800000 -2.600000 1106.400000
INVISIO 16 -0.870000 3648.000000 -32.000000 -0.870000 3680.000000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Vitec Software Group B 2 -5.070000 1029.000000 -55.000000 -5.070000 1084.000000
TOTAL 41425.250000 -70.030000 -7.66877% 41495.280000

Updated:¶

'2023-07-03 10:00:17.790431'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶